This paper adresses the general issue of estimating the sensitivity of the expectation of a random variable with respect to a parameter characterizing its evolution. In finance for example, the sensitivities of the price of a contingent claim are called the Greeks. A new way of estimating the Greeks has been recently introduced by Elie, Fermanian and Touzi [6] through a randomization of the par...

In modelling turbulent combustion, it is desirable to know the sensitivities of the predictions to certain parameters. Recently, a method for calculating particle-level sensitivities in PDF modelling of turbulent combustion has been described by Ren and Pope [1]. In this work, we develop a methodology for the efficient calculation of these particle-level sensitivities using in situ adaptive tab...

For over 20 years, researchers in marketing have investigated factors that influence price sensitivity. There is extensive variation in price and promotion sensitivities at all levels of aggregation. Recent empirical work, enabled by advances in data collection and statistical methodology, has advanced our understanding of variation in consumer response to price promotions. Such variation in pa...

AIMS The aims of this study were to determine the recording of drug sensitivities of elderly care home residents, to describe the nature of sensitivities and to identify and describe discrepancies in the documentation of drug sensitivity status in general practices, pharmacies and care homes. METHODS A random sample of residents within a purposive sample of care homes (nursing and residential...